Functional Data Analysis of Payment Systems
In this paper for a credit cards payment system as robust predictor of transactions number and transactions intensity is proposed by means of functional autoregressive model. Intraday economic time series are treated as random continuous functions projected onto low dimensional subspace. Both B-spl...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2002-12-01
|
| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | http://www.zurnalai.vu.lt/nonlinear-analysis/article/view/15194 |